Diaphony, discrepancy, spectral test and worst-case error

DOI10.1016/J.MATCOM.2005.06.004MaRDI QIDQ2575900zbMATH OpenOpenAlexFDO

Authors Josef Dick, Friedrich Pillichshammer

Publication date 7 December 2005

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.matcom.2005.06.004

zbMATH Keywords

weighted Sobolev spacesHilbert spacesWalsh functionsspectral testdiaphonydiaphony in base 2Owen scrambled point setroot mean square discrepancyweighted L2 discrepancyworst-case error of integration

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Monte Carlo methods (65C05) Irregularities of distribution, discrepancy (11K38) General theory of distribution modulo (1) (11K06)

Recommendations

• Dyadic diaphony
• Dyadic diaphony of digital nets over \(\mathbb Z_2\)
• Diaphony and square discrepancy of multidimensional cells
• The weighted \(b\)-adic diaphony
• General discrepancy estimates: the Walsh function system

Cites work

• scientific article; zbMATH DE number 3823081 (Why is no real title available?)
• scientific article; zbMATH DE number 53679 (Why is no real title available?)
• scientific article; zbMATH DE number 3440485 (Why is no real title available?)
• A class of generalized Walsh functions
• A generalized discrepancy and quadrature error bound
• Construction algorithms for polynomial lattice rules for multivariate integration
• Digital (t,m,s)-nets and the spectral test
• Dyadic diaphony
• Finite-order weights imply tractability of multivariate integration
• Liberating the weights
• Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces
• On the theory of \(b\)-adic diaphony
• Point sets and sequences with small discrepancy
• Random and quasi-random point sets
• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?

Cited in

(9)

• On the existence of low-diaphony sequences made of digital sequences and lattice point sets
• Diaphony and square discrepancy of multidimensional cells
• Statistical properties of \(b\)-adic diaphonies
• The \(p\)-adic diaphony of the Halton sequence
• Diaphony, a measure of uniform distribution, and the Patterson function
• Dyadic diaphony of digital nets over \(\mathbb Z_2\)
• Asymptotic properties of the spectral test, diaphony, and related quantities
• The weighted \(b\)-adic diaphony
• Dyadic diaphony of digital sequences

This page was built for publication: Diaphony, discrepancy, spectral test and worst-case error

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2575900)